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Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations

✍ Scribed by Markus Haas

Book ID: 116494855
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 302 KB
Volume: 7
Category: Article
ISSN: 1544-6123
DOI: 10.1016/j.frl.2009.12.002

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